+14.1%
LEN vs TSLQ
-97.3%
+111.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.0% | +4.1% | -4.3% |
| 7D | -2.9% | -8.6% | +5.7% | -3.3% |
| 30D | -8.9% | -24.9% | +16.0% | -10.2% |
| 3M | -10.9% | -1.5% | -9.4% | -10.1% |
| 6M | -19.7% | -18.1% | -1.6% | -19.4% |
| YTD | -20.6% | -0.1% | -20.5% | -19.1% |
| 1Y | -42.4% | -51.4% | +8.9% | -43.6% |
| 3Y | -26.5% | -95.9% | +69.4% | -33.7% |
| All | +14.1% | -97.3% | +111.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling